Modeling time-varying currency betas: New evidence from the selected markets

MODSIM 2011 - 19th International Congress on Modelling and Simulation - Sustaining Our Future: Understanding and Living with Uncertainty

Saved in:

Bibliographic Details
Main Authors:	Jayasinghe, P., Tsui, A.K., Zhang, Z.Y.
Other Authors:	ECONOMICS
Format:	Conference or Workshop Item
Published:	2014
Subjects:	Fractionally integrated processes International CAPM Multivariate GARCH-M models Stochastic dominance Time-varying currency betas
Online Access:	http://scholarbank.nus.edu.sg/handle/10635/52152
Tags:	Add Tag No Tags, Be the first to tag this record!
Institution:	National University of Singapore

id	sg-nus-scholar.10635-52152
record_format	dspace
spelling	sg-nus-scholar.10635-521522015-01-07T10:58:25Z Modeling time-varying currency betas: New evidence from the selected markets Jayasinghe, P. Tsui, A.K. Zhang, Z.Y. ECONOMICS Fractionally integrated processes International CAPM Multivariate GARCH-M models Stochastic dominance Time-varying currency betas MODSIM 2011 - 19th International Congress on Modelling and Simulation - Sustaining Our Future: Understanding and Living with Uncertainty 1568-1574 2014-05-05T10:25:59Z 2014-05-05T10:25:59Z 2011 Conference Paper Jayasinghe, P.,Tsui, A.K.,Zhang, Z.Y. (2011). Modeling time-varying currency betas: New evidence from the selected markets. MODSIM 2011 - 19th International Congress on Modelling and Simulation - Sustaining Our Future: Understanding and Living with Uncertainty : 1568-1574. ScholarBank@NUS Repository. 9780987214317 http://scholarbank.nus.edu.sg/handle/10635/52152 NOT_IN_WOS Scopus
institution	National University of Singapore
building	NUS Library
country	Singapore
collection	ScholarBank@NUS
topic	Fractionally integrated processes International CAPM Multivariate GARCH-M models Stochastic dominance Time-varying currency betas
spellingShingle	Fractionally integrated processes International CAPM Multivariate GARCH-M models Stochastic dominance Time-varying currency betas Jayasinghe, P. Tsui, A.K. Zhang, Z.Y. Modeling time-varying currency betas: New evidence from the selected markets
description	MODSIM 2011 - 19th International Congress on Modelling and Simulation - Sustaining Our Future: Understanding and Living with Uncertainty
author2	ECONOMICS
author_facet	ECONOMICS Jayasinghe, P. Tsui, A.K. Zhang, Z.Y.
format	Conference or Workshop Item
author	Jayasinghe, P. Tsui, A.K. Zhang, Z.Y.
author_sort	Jayasinghe, P.
title	Modeling time-varying currency betas: New evidence from the selected markets
title_short	Modeling time-varying currency betas: New evidence from the selected markets
title_full	Modeling time-varying currency betas: New evidence from the selected markets
title_fullStr	Modeling time-varying currency betas: New evidence from the selected markets
title_full_unstemmed	Modeling time-varying currency betas: New evidence from the selected markets
title_sort	modeling time-varying currency betas: new evidence from the selected markets
publishDate	2014
url	http://scholarbank.nus.edu.sg/handle/10635/52152
_version_	1681083959057842176

Modeling time-varying currency betas: New evidence from the selected markets

Similar Items